adx: docs and test cases

JuliaQuant · May 23, 2017 · 059e14b · 059e14b
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diff --git a/docs/src/momentum.md b/docs/src/momentum.md
@@ -1,5 +1,18 @@
 # Momentum
 
+## ADX
+
+```@docs
+adx
+```
+
+```@repl
+using MarketData
+using MarketTechnicals
+
+adx(ohlc)
+```
+
 ## RSI
 
 ```@docs

diff --git a/test/momentum.jl b/test/momentum.jl
@@ -52,4 +52,14 @@ facts("Momentum") do
         @fact ta.values[2]     --> roughly(-0.02926829268292683, atol=.01)
         @fact ta.values[3]     --> roughly(-0.06009615384615385, atol=.01)
     end
+
+    context("adx") do
+        ta = adx(ohlc)
+        @fact ta.colnames     --> ["adx", "dx", "+di", "-di"]
+        @fact ta.values[1, 1] --> roughly(10.5998, atol=.01)
+        @fact ta.values[1, 2] --> roughly(0.3916,  atol=.01)
+        @fact ta.values[1, 3] --> roughly(23.6226, atol=.01)
+        @fact ta.values[1, 4] --> roughly(23.4383, atol=.01)
+        @fact ta.timestamp[1] --> Date(2000, 2, 10)
+    end
 end